Hey.
To be sure, its the FreeFlight 6 you've downloaded ?
You do not need to use the connect button to connect your phone to the controller, you only need to use that if Anafi will not connect to the controller automatically.
Normal procedure for an Android device will be that you turn on the Anafi, open the controller and insert the phone. Connects the supplied USB cable between the phone and the controller, making you get some green arrows in the lower right corner of the "FLY" button. If you press "FLY" you will immediately see Anafis camera.
Give a message on how the light underneath the anafi and that on the controller looks like it has been on for both for half a minute ?
Which phone / tablet you are using ?
Have you read the manual you find here:
Anafi User Manual English Version
Regards, Leif.
